+322.0%
CMG vs DVN
+69.2%
+252.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -2.1% | +4.5% | -6.6% | -2.8% |
| 30D | +10.9% | +12.0% | -1.1% | +8.9% |
| 3M | +15.8% | +13.4% | +2.4% | +13.2% |
| 6M | +6.9% | +12.1% | -5.2% | +4.0% |
| YTD | -2.2% | +38.8% | -41.0% | -8.5% |
| 1Y | -7.1% | +46.0% | -53.1% | -14.1% |
| 3Y | -7.1% | +9.5% | -16.6% | -11.4% |
| 5Y | -4.8% | +125.3% | -130.0% | -23.1% |
| All | +322.0% | +69.2% | +252.8% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVN.
Daily Out/Under-Performance
Portfolio return minus DVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling